The following pages link to Vlad Bally (Q287699):
Displaying 50 items.
- (Q189107) (redirect page) (← links)
- Approximation of Markov semigroups in total variation distance (Q287701) (← links)
- Riesz transform and integration by parts formulas for random variables (Q544522) (← links)
- Estimates for the probability that Itô processes remain near a path (Q554463) (← links)
- Integration by parts formula and applications to equations with jumps (Q662819) (← links)
- Regularization properties of the 2D homogeneous Boltzmann equation without cutoff (Q662820) (← links)
- Asymptotic development for the CLT in total variation distance (Q726746) (← links)
- Regularization lemmas and convergence in total variation (Q782822) (← links)
- An approximation theorem for Markov processes (Q793442) (← links)
- On the connection between the Malliavin covariance matrix and Hörmander's condition (Q804089) (← links)
- Lower bounds for the density of locally elliptic Itô processes (Q874742) (← links)
- A mixed PDE-Monte Carlo approach for pricing credit default index swaptions (Q882492) (← links)
- A probabilistic interpretation of the parametrix method (Q894801) (← links)
- Approximation models for the continuous additive functionals of multidimensional Brownian motion (Q910105) (← links)
- Lower bounds for densities of Asian type stochastic differential equations (Q971801) (← links)
- Construction of asymptotically optimal controls for control and game problems (Q1265415) (← links)
- Malliavin calculus for white noise driven parabolic SPDEs (Q1275362) (← links)
- White noise driven parabolic SPDEs with measurable drift (Q1328281) (← links)
- A quantization algorithm for solving multidimensional discrete-time optimal stopping problems (Q1431527) (← links)
- Regularity and stability for the semigroup of jump diffusions with state-dependent intensity (Q1617154) (← links)
- Convergence in distribution norms in the CLT for non identical distributed random variables (Q1663863) (← links)
- Backward stochastic differential equations associated to a symmetric Markov process (Q1777430) (← links)
- A class of Markov processes which admit local times (Q1820514) (← links)
- A relative compactness criterion in Wiener-Sobolev spaces and application to semi-linear stochastic PDEs (Q1876250) (← links)
- Approximation and support theorem in Hölder norm for parabolic stochastic partial differential equations (Q1897180) (← links)
- The Euler scheme for stochastic differential equations: Error analysis with Malliavin calculus (Q1897655) (← links)
- The law of the Euler scheme for stochastic differential equations. I: Convergence rate of the distribution function (Q1908538) (← links)
- Regularity of Wiener functionals under a Hörmander type condition of order one (Q2012243) (← links)
- A generic construction for high order approximation schemes of semigroups using random grids (Q2049919) (← links)
- Total variation distance between a jump-equation and its Gaussian approximation (Q2093315) (← links)
- Using moment approximations to study the density of jump driven SDEs (Q2144339) (← links)
- Total variation distance between stochastic polynomials and invariance principles (Q2189458) (← links)
- Tube estimates for diffusions under a local strong Hörmander condition (Q2291972) (← links)
- Non universality for the variance of the number of real roots of random trigonometric polynomials (Q2312683) (← links)
- Positivity and lower bounds for the density of Wiener functionals (Q2391857) (← links)
- Convergence and regularity of probability laws by using an interpolation method (Q2412667) (← links)
- Upper bounds for the function solution of the homogeneous \(2D\) Boltzmann equation with hard potential (Q2415518) (← links)
- Integration by parts formula for locally smooth laws and applications to sensitivity computations (Q2467110) (← links)
- On the distances between probability density functions (Q2514302) (← links)
- Error analysis of the optimal quantization algorithm for obstacle problems. (Q2574574) (← links)
- A stochastic quantization method for nonlinear problems (Q2724975) (← links)
- Integration by parts formulas and the Riesz transform (Q2813623) (← links)
- Construction of integration by parts formulas (Q2813624) (← links)
- Regularity of probability laws by using an interpolation method (Q2813625) (← links)
- Integration by Parts Formula with Respect to Jump Times for StochasticDifferential Equations (Q3015675) (← links)
- The central limit theorem for a nonlinear algorithm based on quantization (Q3043432) (← links)
- (Q3321157) (← links)
- Approximation for the solutions of stochastic differential equations. i: l<sup>p</sup>-convergence (Q3471284) (← links)
- Approximation for the solutions of stochastic differential equations: ii strong convergence (Q3471285) (← links)
- Malliavin Calculus for Pure Jump Processes and Applications to Finance (Q3631189) (← links)
